Is there a way to have a column or a filter that marks each packet as incoming (download) or outgoing (upload) in Wireshark?
I guess this should be relative to the selected capture interface device.
You could use a Color Rule (under View -> Colorize Conversation -> New Coloring Rule
and ad ip.src == your.ip
as a color and ip.dst == your.ip
as another color. This would override the defaults but would accomplish what you're looking for.